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Introduction We explored the relationship and the predictive value of serum fibroblast growth factor 21 (FGF21) with all-cause mortality, major adverse cardiovascular events (MACEs) and pneumonia in hemodialysis (HD) patients.Methods A total of 388 Chinese HD patients from two HD centers were finally enrolled in this prospective cohort study (registration number: ChiCTR 1900028249) between January 2018 and December 2018. Serum FGF21 was detected. Patients were followed up with a median period of 47 months to record the MACEs and pneumonia until death or 31 December 2022.Results The incidence of all-cause mortality, MACEs and pneumonia in HD patients were 20.6%, 29.6%, and 34.8%, respectively. The optimal cutoffs for FGF21 to predict all-cause mortality, MACEs and pneumonia were 437.57 pg/mL, 216.99 pg/mL and 112.79 pg/mL. Multivariate Cox regression analyses showed that FGF21, as a categorical variable, was an independent predictor for all-cause mortality, MACEs and pneumonia (HR, 3.357, 95% CI, 2.128–5.295, p < 0.001; HR, 1.575, 95% CI, 1.046–2.371, p = 0.029; HR, 1.784; 95% CI, 1.124–2.830; p = 0.014, respectively). The survival nomogram, MACEs-free survival nomogram and pneumonia-free survival nomogram based on FGF21 constructed for individualized assessment of HD patients had a high C-index with 0.841, 0.706 and 0.734.Conclusion Higher serum FGF21 is an independent predictor of all-cause mortality, MACEs and pneumonia in HD patients.